+3,511.1%
CAMT vs VT
+215.5%
+3,295.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.3% | +5.2% |
| 7D | -16.8% | -2.3% | -14.5% | -13.6% |
| 30D | -36.2% | -5.0% | -31.3% | -30.5% |
| 3M | -35.2% | -4.9% | -30.3% | -29.0% |
| 6M | -52.1% | -1.5% | -50.5% | -49.0% |
| YTD | -8.7% | +8.5% | -17.2% | -15.6% |
| 1Y | -19.3% | +11.4% | -30.7% | -28.2% |
| 3Y | +78.4% | +70.1% | +8.3% | -10.2% |
| 5Y | +130.1% | +53.7% | +76.4% | +39.4% |
| All | +3,511.1% | +215.5% | +3,295.5% | +760.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling